Gibbs_Reg: Gibbs_Reg: Gibbs sampler function to sample slope...

Description Usage Arguments Value

Description

Gibbs_Reg: Gibbs sampler function to sample slope coefficients in linear regression with normal noise

Usage

1
Gibbs_Reg(Y, X, sigmasq_prior, sigmasq_prior_alpha, sigmasq, PP)

Arguments

Y

: dependent variable

X

: covariates

sigmasq_prior

: variance of normal prior

sigmasq_prior_alpha

: variance of the normal prior for alpha

sigmasq

: variance of Y

PP

: number of covariates

Value

A draw from the posterior distribution


SamAdhikari/BayesIV_0.1 documentation built on May 24, 2019, 8:50 a.m.